مرکز منطقه ای اطلاع رساني علوم و فناوري - Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

Title of article :

Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

Author/Authors :

Jae H. Kim، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Autoregression , Bootstrapping , Bias-correction , Prediction interval , Endogenous lag order bootstrap algorithm

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179070

Link To Document :